نتایج جستجو برای: arma processes

تعداد نتایج: 530543  

Journal: :Stochastic Processes and their Applications 1996

2001
Luiz W. P. Biscainho Paulo S. R. Diniz Paulo Antonio Andrade Esquef

ABSTRACT It was recently shown [1] that the sub-band signals resulting from the analysis of an ARMA process by a decimating filter bank can be modeled by individual lower-rate ARMA processes, by using the power spectral density concept. This paper discusses the validity of this modeling and the mapping of zeros and poles of the corresponding generator filters along the sub-bands. Based on these...

2009
Seyed Hamed Alemohammad Reza Ardakanian Akbar Karimi

Predicting future probable values of model parameters, is an essential pre-requisite for assessing model decision reliability in an uncertain environment. Scenario Analysis is a methodology for modelling uncertainty in water resources management modelling. Uncertainty if not considered appropriately in decision making will decrease reliability of decisions, especially in long-term planning. One...

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